Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 78.19%
September 30, 2024 78.19%
August 31, 2024 78.19%
July 31, 2024 78.19%
June 30, 2024 78.19%
May 31, 2024 78.19%
April 30, 2024 78.19%
March 31, 2024 78.19%
February 29, 2024 78.19%
January 31, 2024 78.19%
December 31, 2023 78.19%
November 30, 2023 78.19%
October 31, 2023 78.19%
September 30, 2023 78.19%
August 31, 2023 78.19%
July 31, 2023 78.19%
June 30, 2023 78.19%
May 31, 2023 78.19%
April 30, 2023 78.19%
March 31, 2023 78.19%
February 28, 2023 78.19%
January 31, 2023 78.19%
December 31, 2022 78.19%
November 30, 2022 78.19%
October 31, 2022 68.45%
Date Value
September 30, 2022 65.41%
August 31, 2022 65.41%
July 31, 2022 65.36%
June 30, 2022 61.25%
May 31, 2022 61.25%
April 30, 2022 55.37%
March 31, 2022 55.37%
February 28, 2022 55.37%
January 31, 2022 55.37%
December 31, 2021 49.98%
November 30, 2021 53.53%
October 31, 2021 53.53%
September 30, 2021 53.53%
August 31, 2021 53.53%
July 31, 2021 53.53%
June 30, 2021 54.86%
May 31, 2021 58.43%
April 30, 2021 64.40%
March 31, 2021 67.13%
February 28, 2021 67.91%
January 31, 2021 74.53%
December 31, 2020 74.53%
November 30, 2020 74.53%
October 31, 2020 74.53%
September 30, 2020 74.53%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

49.98%
Minimum
Dec 2021
78.19%
Maximum
Nov 2022
70.56%
Average
74.53%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks